Advanced search
Publication Cover
Communications in Statistics - Theory and Methods Volume 48, 2019 - Issue 13
Submit an article Journal homepage
65
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

QMLE of periodic time-varying bilinear– GARCH models

Abdelouahab BibiDépartement de Mathématiques, Université Constantine 1, Constantine, AlgeriaCorrespondence[email protected]
&
Ahmed GhezalDépartement de Mathématiques, Université Constantine 1, Constantine, Algeria
Pages 3291-3310 | Received 10 Oct 2016, Accepted 29 Apr 2018, Published online: 22 Nov 2018

Citations (4)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Maddalena Cavicchioli. (2024) Generalized autocovariance matrices for multivariate time series. Communications in Statistics - Theory and Methods 53:10, pages 3797-3817.
Read now

Articles from other publishers (3)

Ahmed Ghezal, Mohamed Balegh & Imane Zemmouri. (2024) Solutions and local stability of the Jacobsthal system of difference equations. AIMS Mathematics 9:2, pages 3576-3591.
Crossref
Najmeddine Attia & Ahmed Ghezal. (2024) Global stability and co-balancing numbers in a system of rational difference equations. Electronic Research Archive 32:3, pages 2137-2159.
Crossref
Maddalena Cavicchioli. (2021) Statistical inference for mixture GARCH models with financial application. Computational Statistics 36:4, pages 2615-2642.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.